-19.9%
ISRG vs TD
+61.3%
-81.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -2.5% | -2.6% | 0.0% | -1.7% |
| 30D | -10.2% | -1.0% | -9.1% | -10.0% |
| 3M | -12.5% | +5.6% | -18.1% | -14.9% |
| 6M | -25.8% | +27.1% | -52.9% | -33.4% |
| YTD | -36.4% | +29.4% | -65.8% | -43.2% |
| 1Y | -19.9% | +60.7% | -80.6% | -34.0% |
| All | -19.9% | +61.3% | -81.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling